Conditional limit theorems for ordered random walks

DOI10.1214/EJP.v15-752zbMath1201.60040arXiv0907.2854OpenAlexW2161974823MaRDI QIDQ967729

Vitali Wachtel, Denis Denisov

Publication date: 30 April 2010

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0907.2854

zbMATH Keywords

Weyl chamberdoob h-transformdyson's Brownian motion

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

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